+215.1%
GM vs USB
+84.9%
+130.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -3.8% | -0.5% | -3.3% | -3.4% |
| 30D | +7.9% | +5.7% | +2.2% | +4.0% |
| 3M | -0.3% | -4.7% | +4.4% | +2.6% |
| 6M | +18.6% | +13.4% | +5.2% | +8.2% |
| YTD | +10.0% | +17.0% | -7.0% | -1.8% |
| 1Y | +25.9% | +32.4% | -6.5% | +3.6% |
| 3Y | +241.2% | +101.7% | +139.5% | +106.2% |
| 5Y | +50.0% | +24.4% | +25.6% | +23.5% |
| 10Y | +215.1% | +83.6% | +131.5% | +90.6% |
| All | +215.1% | +84.9% | +130.2% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling